Trading Metrics calculated at close of trading on 12-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
1,267.2 |
1,253.8 |
-13.4 |
-1.1% |
1,265.0 |
High |
1,268.8 |
1,259.6 |
-9.2 |
-0.7% |
1,273.0 |
Low |
1,252.9 |
1,252.6 |
-0.3 |
0.0% |
1,250.1 |
Close |
1,255.6 |
1,257.5 |
1.9 |
0.2% |
1,267.2 |
Range |
15.9 |
7.0 |
-8.9 |
-56.0% |
22.9 |
ATR |
11.5 |
11.1 |
-0.3 |
-2.8% |
0.0 |
Volume |
55,714 |
35,217 |
-20,497 |
-36.8% |
93,174 |
|
Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.6 |
1,274.5 |
1,261.4 |
|
R3 |
1,270.6 |
1,267.5 |
1,259.4 |
|
R2 |
1,263.6 |
1,263.6 |
1,258.8 |
|
R1 |
1,260.5 |
1,260.5 |
1,258.1 |
1,262.1 |
PP |
1,256.6 |
1,256.6 |
1,256.6 |
1,257.3 |
S1 |
1,253.5 |
1,253.5 |
1,256.9 |
1,255.1 |
S2 |
1,249.6 |
1,249.6 |
1,256.2 |
|
S3 |
1,242.6 |
1,246.5 |
1,255.6 |
|
S4 |
1,235.6 |
1,239.5 |
1,253.7 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.1 |
1,322.6 |
1,279.8 |
|
R3 |
1,309.2 |
1,299.7 |
1,273.5 |
|
R2 |
1,286.3 |
1,286.3 |
1,271.4 |
|
R1 |
1,276.8 |
1,276.8 |
1,269.3 |
1,281.6 |
PP |
1,263.4 |
1,263.4 |
1,263.4 |
1,265.8 |
S1 |
1,253.9 |
1,253.9 |
1,265.1 |
1,258.7 |
S2 |
1,240.5 |
1,240.5 |
1,263.0 |
|
S3 |
1,217.6 |
1,231.0 |
1,260.9 |
|
S4 |
1,194.7 |
1,208.1 |
1,254.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,278.2 |
1,252.6 |
25.6 |
2.0% |
10.5 |
0.8% |
19% |
False |
True |
32,652 |
10 |
1,278.2 |
1,250.1 |
28.1 |
2.2% |
11.3 |
0.9% |
26% |
False |
False |
26,061 |
20 |
1,325.4 |
1,250.1 |
75.3 |
6.0% |
11.3 |
0.9% |
10% |
False |
False |
16,925 |
40 |
1,325.4 |
1,250.1 |
75.3 |
6.0% |
10.4 |
0.8% |
10% |
False |
False |
11,548 |
60 |
1,377.8 |
1,250.1 |
127.7 |
10.2% |
11.0 |
0.9% |
6% |
False |
False |
9,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,289.4 |
2.618 |
1,277.9 |
1.618 |
1,270.9 |
1.000 |
1,266.6 |
0.618 |
1,263.9 |
HIGH |
1,259.6 |
0.618 |
1,256.9 |
0.500 |
1,256.1 |
0.382 |
1,255.3 |
LOW |
1,252.6 |
0.618 |
1,248.3 |
1.000 |
1,245.6 |
1.618 |
1,241.3 |
2.618 |
1,234.3 |
4.250 |
1,222.9 |
|
|
Fisher Pivots for day following 12-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
1,257.0 |
1,262.5 |
PP |
1,256.6 |
1,260.8 |
S1 |
1,256.1 |
1,259.2 |
|